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ELL718: Difference between revisions

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| credits = 3
| credit_structure = 3-0-0
| credit_structure = 3-0-0
| pre_requisites = ELL711
| pre_requisites = [[ELL711]]
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| overlaps =  
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Latest revision as of 16:31, 14 April 2026

ELL718
Statistical Signal processing
Credits 3
Structure 3-0-0
Pre-requisites ELL711
Overlaps

ELL718 : Statistical Signal processing

Review of random variables, GS orthogonalization, geometric concepts, notions of projection, random processes, WSS processes, properties of autocorrelation and power spectral densities, properties of autocorrelation matrices, Cholesky decomposition, eigen-analysis, optimum Linear filtering, LMS and its performance, variants, Least-squares, QR decomposition and SVD, RLS and its performance, square-root RLS, Kalman Filters, spectrum modelling.